CME Euro FX (E) Future December 2009

Trading Metrics calculated at close of trading on 22-Jul-2009

Day Change Summary
	Previous	Current
	21-Jul-2009	22-Jul-2009	Change	Change %	Previous Week
Open	1.4200	1.4197	-0.0003	0.0%	1.3963
High	1.4271	1.4240	-0.0031	-0.2%	1.4155
Low	1.4180	1.4160	-0.0020	-0.1%	1.3904
Close	1.4195	1.4227	0.0032	0.2%	1.4139
Range	0.0091	0.0080	-0.0011	-12.1%	0.0251
ATR	0.0122	0.0119	-0.0003	-2.4%	0.0000
Volume	103	69	-34	-33.0%	790

Daily Pivots for day following 22-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4449	1.4418	1.4271
R3	1.4369	1.4338	1.4249
R2	1.4289	1.4289	1.4242
R1	1.4258	1.4258	1.4234	1.4274
PP	1.4209	1.4209	1.4209	1.4217
S1	1.4178	1.4178	1.4220	1.4194
S2	1.4129	1.4129	1.4212
S3	1.4049	1.4098	1.4205
S4	1.3969	1.4018	1.4183

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4819	1.4730	1.4277
R3	1.4568	1.4479	1.4208
R2	1.4317	1.4317	1.4185
R1	1.4228	1.4228	1.4162	1.4273
PP	1.4066	1.4066	1.4066	1.4088
S1	1.3977	1.3977	1.4116	1.4022
S2	1.3815	1.3815	1.4093
S3	1.3564	1.3726	1.4070
S4	1.3313	1.3475	1.4001

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4271	1.4068	0.0203	1.4%	0.0090	0.6%	78%	False	False	78
10	1.4271	1.3893	0.0378	2.7%	0.0097	0.7%	88%	False	False	156
20	1.4271	1.3844	0.0427	3.0%	0.0098	0.7%	90%	False	False	244
40	1.4282	1.3753	0.0529	3.7%	0.0099	0.7%	90%	False	False	147

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4580
2.618	1.4449
1.618	1.4369
1.000	1.4320
0.618	1.4289
HIGH	1.4240
0.618	1.4209
0.500	1.4200
0.382	1.4191
LOW	1.4160
0.618	1.4111
1.000	1.4080
1.618	1.4031
2.618	1.3951
4.250	1.3820

Fisher Pivots for day following 22-Jul-2009
Pivot	1 day	3 day
R1	1.4218	1.4216
PP	1.4209	1.4206
S1	1.4200	1.4195

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These figures are updated between 7pm and 10pm EST after a trading day.

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